I am deciding between dedicated servers or steam online integration if anyone can tell me some of the pros and cons of each this would be helpful and if I make my game use steam does that mean I dont need to buy my own servers to host the game? Does it mean steam will be my server?
Steam will not be your server, Steam act as a account/connect to your server.
Dedicated Servers run independently connecting to Steam, a Dedicated server is stand alone. Steam simply provides a platform for players to connect on, it does not provide you with a server. The Game is either run on a Local Machine (ie. Lan or Hosted Game), while a Dedicated server has no player on it, it simply controls all of the core logic, and manages the game.